NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 91.61 90.91 -0.70 -0.8% 89.23
High 91.97 92.40 0.43 0.5% 91.97
Low 90.82 90.49 -0.33 -0.4% 88.78
Close 91.30 92.27 0.97 1.1% 91.30
Range 1.15 1.91 0.76 66.1% 3.19
ATR 1.58 1.60 0.02 1.5% 0.00
Volume 44,216 32,174 -12,042 -27.2% 139,749
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 97.45 96.77 93.32
R3 95.54 94.86 92.80
R2 93.63 93.63 92.62
R1 92.95 92.95 92.45 93.29
PP 91.72 91.72 91.72 91.89
S1 91.04 91.04 92.09 91.38
S2 89.81 89.81 91.92
S3 87.90 89.13 91.74
S4 85.99 87.22 91.22
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.25 98.97 93.05
R3 97.06 95.78 92.18
R2 93.87 93.87 91.88
R1 92.59 92.59 91.59 93.23
PP 90.68 90.68 90.68 91.01
S1 89.40 89.40 91.01 90.04
S2 87.49 87.49 90.72
S3 84.30 86.21 90.42
S4 81.11 83.02 89.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.40 88.78 3.62 3.9% 1.53 1.7% 96% True False 34,384
10 92.40 87.58 4.82 5.2% 1.50 1.6% 97% True False 45,704
20 92.40 86.40 6.00 6.5% 1.49 1.6% 98% True False 46,671
40 92.40 85.80 6.60 7.2% 1.73 1.9% 98% True False 41,409
60 95.21 85.80 9.41 10.2% 1.77 1.9% 69% False False 34,630
80 101.78 85.80 15.98 17.3% 1.86 2.0% 40% False False 30,367
100 101.78 85.80 15.98 17.3% 1.79 1.9% 40% False False 26,887
120 101.78 85.80 15.98 17.3% 1.77 1.9% 40% False False 23,731
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.52
2.618 97.40
1.618 95.49
1.000 94.31
0.618 93.58
HIGH 92.40
0.618 91.67
0.500 91.45
0.382 91.22
LOW 90.49
0.618 89.31
1.000 88.58
1.618 87.40
2.618 85.49
4.250 82.37
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 92.00 92.00
PP 91.72 91.72
S1 91.45 91.45

These figures are updated between 7pm and 10pm EST after a trading day.

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